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Matthias Groncki's repositories

Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Learning

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Tutorials about Machine Learning and Deep Learning

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Examples and Tutorials related to fraud detection with machine learning and deep learning

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An Excel addin for QuantLib.

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Open Source Risk Engine

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The QuantLib C++ library

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The QuantLib C++ library and extensions

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The QuantLib extension modules

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An API for QuantLib which facilitates deployment to end user platforms such as spreadsheets.

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